+1,279.2%
ENTG vs VFC
+606.6%
+672.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.2% | -7.0% | -5.5% |
| 7D | +15.2% | +1.6% | +13.6% | +14.1% |
| 30D | -3.6% | +25.5% | -29.1% | -15.1% |
| 3M | -10.0% | +41.3% | -51.2% | -25.8% |
| 6M | +1.8% | +22.2% | -20.4% | -10.9% |
| YTD | +75.5% | +16.4% | +59.1% | +56.1% |
| 1Y | +82.4% | +38.4% | +44.0% | +47.5% |
| 3Y | +58.5% | +56.2% | +2.3% | -3.5% |
| 5Y | +0.4% | -68.2% | +68.5% | +50.4% |
| 10Y | +759.6% | -48.4% | +808.0% | +700.5% |
| All | +1,279.2% | +606.6% | +672.7% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling